RWO Options History — February 2024 In February 2024, RWO traded between $40.83 and $42.27. ATM implied volatility averaged 16.8%, placing in the 5.4% IV rank vs the trailing year. The 30-day expected move averaged 4.8%. IV traded above realized volatility by 1.1% (HV 20d: 15.7%). Max pain ranged from $41.00 to $41.00. Net GEX was positive for 11 of 20 trading days. Term structure was in contango for 11 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2024-02-13 : Highest Volume — 4 contracts2024-02-29 : Largest IV spike — 61.4% change2024-02-21 : Highest IV Rank — 10.3%2024-02-21 : Largest Expected Move — 6.9%Monthly Statistics Metric Avg Min Max Open Close Price $41.77 $40.83 $42.27 $42.27 $41.88 Max Pain $41.00 $41.00 $41.00 $41.00 $41.00 ATM IV 16.8% 13.1% 23.9% 17.5% 21.5% Expected Move 4.8% 3.8% 6.9% 5.1% 6.2% HV 20d 15.7% 14.3% 17.0% 14.3% 16.0% HV 60d 17.5% 15.4% 19.2% 19.2% 16.5% IV Rank 5.4% 2.9% 10.3% 5.9% 8.7% IV Percentile 29.1% 6.0% 71.8% 32.5% 62.7% Term Structure 3.1% -6.0% 51.1% -0.3% -4.1% VWIV 19.5% 19.5% 19.5% 19.5% 19.5% Skew 25d 2.9% -9.7% 10.1% 3.8% -9.7% Skew 10d -5.4% -20.1% 5.7% 3.1% -20.1% Call IV 25d 14.1% 11.9% 19.2% 15.1% 19.2% Put IV 25d 17.0% 9.5% 23.8% 18.9% 9.5% Bid-Ask Spread % 112.65 96.22 134.19 109.05 124.55 Gamma HHI 0.83 0.43 1.00 0.98 0.66 Net GEX -24.0K -128.7K 919 -35.7K 919 Net DEX 32.2K -6.5K 158.1K 71.3K -3.9K Net VEX -96 -423 0 -287 -11 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 0.25 0 4 0 0 Total OI 172.75 4 288 284 5
Daily Data (20 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2024-02-01 $42.27 $0.00 17.5% 5.1% 14.3% 5.9% 0.0% 3.8% -0.3% -35.7K 71.3K -287 0.00 109.05 N/A N/A 0 0 6 278 2024-02-02 $41.95 $0.00 15.6% 4.8% 14.4% 4.6% 0.0% 1.8% -0.9% -40.2K 68.2K -264 0.00 103.37 N/A N/A 0 0 6 278 2024-02-05 $41.37 $0.00 16.4% 5.4% 15.1% 5.2% 0.0% -0.8% -1.4% -68.1K 158.1K -423 0.00 103.80 N/A N/A 0 0 6 278 2024-02-06 $41.72 $0.00 16.2% 4.3% 14.7% 5.1% 0.0% 5.8% 1.2% -43.7K 62.2K -191 0.00 111.66 N/A N/A 0 0 6 278 2024-02-07 $41.66 $0.00 15.8% 4.5% 14.6% 4.8% 0.0% 3.1% 0.7% -37.7K 43.9K -146 0.00 100.58 N/A N/A 0 0 6 278 2024-02-08 $41.90 $0.00 16.9% 4.8% 14.7% 5.5% 0.0% 1.7% 0.1% -60.5K 59.1K -167 0.00 102.58 N/A N/A 0 0 6 278 2024-02-09 $41.77 $0.00 14.3% 4.1% 14.6% 3.8% 0.0% 2.5% 2.7% 9 -5 0 0.00 96.22 N/A N/A 0 0 6 278 2024-02-12 $41.94 $0.00 14.7% 4.2% 14.3% 4.0% 0.0% 5.2% 2.0% -11.6K 9.6K -27 0.00 104.04 N/A N/A 0 0 6 278 2024-02-13 $40.83 $0.00 17.1% 4.9% 16.5% 5.6% 19.5% 7.5% -3.0% -128.7K 152.3K -206 0.00 110.14 N/A N/A 4 0 6 278 2024-02-14 $41.39 $41.00 14.2% 4.1% 15.9% 3.7% 0.0% 1.3% 3.4% -59.9K 73.3K -122 0.00 97.03 N/A N/A 0 0 10 278 2024-02-15 $42.09 $41.00 16.2% 4.6% 17.0% 5.0% 0.0% 5.0% 20.6% 509 -6.5K -10 0.00 107.68 N/A N/A 0 0 10 278 2024-02-16 $41.92 $41.00 20.0% 5.7% 16.6% 7.6% 0.0% 5.7% 51.1% 465 -5.9K -11 0.00 117.11 N/A N/A 0 0 10 278 2024-02-20 $41.68 $41.00 17.3% 4.9% 16.5% 5.8% 0.0% -0.1% 0.3% 744 -5.8K -9 0.00 128.22 N/A N/A 0 0 4 0 2024-02-21 $42.01 $41.00 23.9% 6.9% 16.6% 10.3% 0.0% 4.0% -4.2% 734 -5.9K -9 0.00 111.54 N/A N/A 0 0 4 0 2024-02-22 $42.06 $41.00 19.9% 5.7% 16.4% 7.6% 0.0% -1.0% -2.8% 756 -6.1K -8 0.00 133.82 N/A N/A 0 0 4 0 2024-02-23 $41.98 $41.00 16.5% 4.7% 16.3% 5.2% 0.0% 10.1% -6.0% 757 -6.1K -8 0.00 113.86 N/A N/A 0 0 4 0 2024-02-26 $41.63 $41.00 14.9% 4.3% 16.6% 4.2% 0.0% 3.1% 0.9% 864 -6.0K -6 0.00 134.19 N/A N/A 0 1 4 0 2024-02-27 $41.59 $41.00 13.1% 3.8% 16.3% 2.9% 0.0% 4.8% -0.8% 606 -3.5K -12 0.00 123.84 N/A N/A 0 0 4 1 2024-02-28 $41.68 $41.00 13.3% 3.8% 16.2% 3.1% 0.0% 4.4% 1.4% 592 -3.9K -12 0.00 119.79 N/A N/A 0 0 4 1 2024-02-29 $41.88 $41.00 21.5% 6.2% 16.0% 8.7% 0.0% -9.7% -4.1% 919 -3.9K -11 0.00 124.55 N/A N/A 0 0 4 1
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